Given that OP's username starts with Olivier, I assume they're French. The French name is Règlement Général sur la Protection des Données. You just get used to your native language's abbreviations.
My guess is they are a native speaker of some Romance language, and that is the acronym in their native language, perhaps French based on username and what little I know of French.
It's not only the French, would be the same for the Portuguese, for example. English is an official language of only two EU countries, if I'm not mistaken.
Isn't it inconvenient and search result partitioning to use this? I haven't come across/noticed it before. In English for example we use the French order acronym UTC, not UCT or CUT. (Though to be fair in the UK outside of a computing context we mostly use GMT.)
It's my understanding that we use UTC because it favours neither the english nor the french. English wanted CUT, french wanted TUC, so UTC was chosen to favour neither.
I generally prefer when we agree on a spelling, even if it isn't in English. CERN is a good example of this, no English speaker in their right mind would call it ECNR.